I used to own a tailoring shop and we always started our hand stitching by slipping the needle into the fabric between the layers and, taking a very large stitch, pull the needle and thread through just until the thread end barely disappears into the fabric. Then do a small backstitch the size of your usual quilting stitch. This locks it and leaves that large stitch length of thread (about 3/4 inch) inside your batting layer. Then start quilting! We were into production so had to find the easiest and fastest ways to accomplish the job. Hope this helps someone.